HSBC WAR. CALL 01/25 VNX/ DE000HG80ZX8 /
| 2024-11-14 5:35:49 PM | Chg.-0.090 | Bid7:22:31 PM | Ask7:22:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.140EUR | -1.72% | 5.120 Bid Size: 50,000 |
5.220 Ask Size: 50,000 |
NXP Semiconductors N... | 170.00 - | 2025-01-15 | Call |
Master data
| WKN: | HG80ZX |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-02 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.17 |
|---|---|
| Intrinsic value: | 4.00 |
| Implied volatility: | 0.86 |
| Historic volatility: | 0.35 |
| Parity: | 4.00 |
| Time value: | 1.19 |
| Break-even: | 221.90 |
| Moneyness: | 1.24 |
| Premium: | 0.06 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.10 |
| Spread %: | 1.96% |
| Delta: | 0.78 |
| Theta: | -0.19 |
| Omega: | 3.17 |
| Rho: | 0.19 |
Quote data
| Open: | 5.090 |
|---|---|
| High: | 5.290 |
| Low: | 5.090 |
| Previous Close: | 5.230 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.56% | ||
|---|---|---|---|
| 1 Month | -25.62% | ||
| 3 Months | -28.11% | ||
| YTD | -22.36% | ||
| 1 Year | +20.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.160 | 5.230 |
|---|---|---|
| 1M High / 1M Low: | 8.000 | 5.090 |
| 6M High / 6M Low: | 11.290 | 5.090 |
| High (YTD): | 2024-07-16 | 11.290 |
| Low (YTD): | 2024-01-17 | 4.700 |
| 52W High: | 2024-07-16 | 11.290 |
| 52W Low: | 2023-11-14 | 4.260 |
| Avg. price 1W: | 5.576 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.243 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.981 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.317 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 141.76% | |
| Volatility 6M: | 101.41% | |
| Volatility 1Y: | 92.34% | |
| Volatility 3Y: | - |
